+315.0%
PBF vs BNS
+213.9%
+101.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +6.5% | +0.9% | +5.5% | +5.5% |
| 30D | -20.0% | +2.8% | -22.8% | -22.7% |
| 3M | -3.3% | +3.0% | -6.3% | -8.3% |
| 6M | +76.8% | +23.3% | +53.5% | +34.9% |
| YTD | +168.9% | +29.3% | +139.6% | +89.6% |
| 1Y | +96.4% | +41.7% | +54.7% | +23.9% |
| 3Y | +77.2% | +147.7% | -70.5% | -45.7% |
| 5Y | +417.7% | +79.4% | +338.4% | +129.6% |
| 10Y | +264.7% | +188.5% | +76.3% | +1.6% |
| All | +315.0% | +213.9% | +101.1% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling